+26.1%
PAAS vs ESI
+27.8%
-1.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -4.6% | +13.0% | +10.3% |
| 7D | -1.1% | -6.6% | +5.5% | +1.7% |
| 30D | -8.5% | -10.9% | +2.5% | -4.0% |
| 3M | -7.3% | -13.8% | +6.5% | -1.9% |
| 6M | -18.3% | -21.5% | +3.3% | -11.0% |
| YTD | -19.2% | +34.7% | -53.8% | -32.4% |
| 1Y | +26.1% | +24.9% | +1.2% | +9.8% |
| All | +26.1% | +27.8% | -1.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling